| 基于布莱克-斯科尔斯模型的扩张期权案例分析 |
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| 引用本文： | 王莉华,王彦明.基于布莱克-斯科尔斯模型的扩张期权案例分析[J].价值工程,2012,31(18):141-142. |
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| 作者姓名： | 王莉华 王彦明 |
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| 作者单位： | 辽宁石油化工大学经济管理学院,抚顺,113001 |
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| 摘 要： | 本文首先介绍实物期权理论兴起的背景,在此基础上对实物期权进行分类。主要阐述了布莱克-斯科尔斯期权定价模型(简称B-S模型)。通过实例对比说明使用B-S模型对投资的扩张期权进行估价比传统的折现现金流量法更合理。
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| 关 键 词： | 实物期权 布莱克-斯科尔斯期权定价模型 扩张期权 |
The Case Analysis of Expanding Option Based on Black-Scholes Model |
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| Wang Lihua
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Wang Yanming.The Case Analysis of Expanding Option Based on Black-Scholes Model[J].Value Engineering,2012,31(18):141-142. |
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| Authors: | Wang Lihua Wang Yanming |
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| Institution: | Wang Lihua;Wang Yanming(School of Economic Management,Liaoning University of Petroleum & Chemical Technology,Fushun 113001,China) |
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| Abstract: | This article begins with the background of the rise of real option theory,and based on which,classifies real options.This paper mainly designs the Black-Scholes Model(for short as B-S Model).Through contrasting the demonstration shows that deriving the value of the investment of expanding option via B-S Model is more reasonable than traditional discount-cash-flow model. |
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| Keywords: | real option Black-Scholes Model option to expand |
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